Dave
Does this mean that even though the PositionSize is the same as the
Capital ($10,000) the position value that is reflected in the trade
log is 90:10 CFD borrowings? In other words, "Capital" is your money
and PositionSize is the combination of $9,000 CFD borrowings and
$1,000 your money?
Bernard
PS - Sorry for getting you in trouble
with the "mahdi".
--- In amibroker@xxxxxxxxxps.com,
"David Smith" <david.smith5@...>
wrote:
>
> Hi
Bernard,
>
> try the following. As I understand position sizing,
when you set
position
> size it is setting the actual postion
bought, so a $1000 deposit
on 10 %
> margin will be a position size
of $10000. It also depends if you
meant
> actual risk per trade or
you meant a deposit of $1000 per trade
(this is
> also called fixed
position size).
>
> For fixed position size, this is simply as
follows ( I like to set
> everything in my code rather than using the
tester).
> Capital = 10000; // Initial Capital $10,000
> Margin =
10; // Margin 10 % CFDs
> // Position Sizing
>
PercentCapitalpertrade = 10; // ie $1000 out of a $10K account
>
PositionSize = Capital * PercentCapitalPerTrade / Margin;
> //
Initial Trade Parameters
> SetOption("InitialEquity", Capital
);
> SetOption("MarginRequirement", Margin); // CFD trading
requiring
10 % margin
>
>
> Alternatively you can just
set PositionSize =10000; // ie $1000
deposit on
> 10 %
margin
>
> For $1000 risk, you need to set the risk according to
the stop
value. Check
> the user manual for this full explanation of
this.
>
> Positionsize =
-2*BuyPrice/(StopDelta);
>
> Cheers, Dave
>
>
>
> etc....
>
>
>
>
-----Original Message-----
> From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of bernardedmond01
> Sent: Tuesday, 1 May 2007
11:12 AM
> To: amibroker@xxxxxxxxxps.com
>
Subject: [amibroker] Re: Account Margin
>
>
>
>
David
> Further to my earlier post - if I can't use "positionsize =
-10",
> how do I go about saying therefore that I have a starting
equity
of
> say, $10,000, with purchasing power of $100,000
(account margin of
> 10) but I only want to risk $1,000 per
trade?
> Bernard
>
> --- In amibroker@xxxxxxxxx
<mailto:amibroker%40yahoogroups.com>
ps.com,
>
"David Smith" <david.smith5@>
> wrote:
> >
>
> Have you overriden the margin settings in your code & set to
100,
> or perhaps
> > set PositionSize in code to a fixed value.
This would cause this
> to occur.
> >
> >
>
> -----Original Message-----
> > From: amibroker@xxxxxxxxx
<mailto:amibroker%40yahoogroups.com>
ps.com
>
[mailto:amibroker@yahoogrou
<mailto:amibroker%40yahoogroups.com>
ps.com]
> On
Behalf
> > Of bernardedmond01
> > Sent: Monday, 30 April
2007 9:56 PM
> > To: amibroker@xxxxxxxxx
<mailto:amibroker%40yahoogroups.com>
ps.com
> >
Subject: [amibroker] Account Margin
> >
> >
> >
> > Hi All
> > Why is that when I change my account margin
setting (e.g. from
100
> to
> > 10) it does not
change/affect my position size? I have read
> through the
> >
manual and searched on here for any clues but I can't find what
> I'm
> > doing wrong. Any ideas?
> > Cheers
>
>
>